A Fast Numerical Method for the Black--Scholes Equation of American Options (Q4443682)
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scientific article; zbMATH DE number 2027826
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Fast Numerical Method for the Black--Scholes Equation of American Options |
scientific article; zbMATH DE number 2027826 |
Statements
A Fast Numerical Method for the Black--Scholes Equation of American Options (English)
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18 January 2004
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American option
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free boundary
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artificial boundary condition
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finite difference method
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